Liam said: "We've nearly fallen over knickers on stage."
Harry wasn't too worried, however, as he quipped: "I like knickers".
The boy band - who were formed by Simon Cowell on 'The X Factor' in 2010 - are accustomed to bizarre behaviour from their fans but they still sometimes get shocked by their obsessive antics.
Louis recounted to Britain's OK! magazine: "In Italy, there was a girl who recognised us and we had a picture taken with her. Then out of pure randomness I decided to splat my ice-cream on her face - and she kept it there.
"I saw her two hours later at our signing and she still hadn't wiped it off!"